+499.2%
NOW vs CDW
+303.2%
+196.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -3.0% | +2.1% | -5.1% | -4.8% |
| 30D | -26.0% | +14.7% | -40.8% | -32.7% |
| 3M | -13.1% | +11.1% | -24.2% | -20.0% |
| 6M | +14.5% | +45.6% | -31.1% | -10.3% |
| YTD | -33.4% | +17.1% | -50.5% | -42.2% |
| 1Y | -40.6% | +13.2% | -53.8% | -47.5% |
| 3Y | -16.3% | -22.2% | +5.9% | -10.8% |
| 5Y | -26.3% | -10.1% | -16.2% | -28.7% |
| All | +499.2% | +303.2% | +196.0% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling